Now showing items 1-2 of 2
The information content of Canadian implied volatility indexes
For predicting future volatility, empirical studies find mixed results regarding two issues: (1) whether model free implied volatility has more information content than Black-Scholes model-based implied volatility; (2) ...
Liquidity, institutional ownership and regulation fair disclosure
There is a body of academic literature addressing two issues of importance for leveling the playing field for all classes of investors: 1) the impact of institutional investors on liquidity; and 2) the impact of Regulation ...